-69.3%
APTV vs VSXY
+22.6%
-91.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -1.0% |
| 7D | -5.0% | +0.1% | -5.1% | -5.2% |
| 30D | -6.1% | -18.7% | +12.6% | -2.0% |
| 3M | -33.0% | -4.0% | -29.0% | -33.1% |
| 6M | -35.2% | +67.5% | -102.7% | -44.8% |
| YTD | -40.1% | +39.7% | -79.8% | -47.0% |
| 1Y | -45.6% | +180.0% | -225.6% | -60.0% |
| 3Y | -54.4% | +337.3% | -391.6% | -74.3% |
| All | -69.3% | +22.6% | -91.9% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling